Hello, please answer F-H. I already have A-E. NEED HELP WITH F-H. thanks!

7-2 The data below are annual total returns for General Foods (GF) and Sigma Technology (ST) for the period 1997-2011, Sigma Technology is highly regarded by many investors for its innovative products. It had returns more than twice as large as that of General Foods, What would have been the results if an investor had placed half her funds in General Foods and half in Sigma Technology during this 15 year period in order to try to earn a larger return than tha available in General Foods alone? Would the risk have been too large? a. Calculate the arithmetic mean returns for each stock b. Calculate the standard deviation for each stock using the STDIV function in the spreadsheet c. Calculate the correlation coefficient using the CORREL lunction in the spreadsheet d. Calculate the covariance using the COVAR function in the spreadsheet e. Calculate the portfolio return assuming equal weights for each stock substitute different values for the correlation coefficient or the standard deviation stocks. Using equal weights for the two stocks, calculate the standard deviation the portfolio consisting of equal parts of the two stocks. f. Set up a calculation for the standard deviation of the portfobo that will allow How g. How does the portfolio return compare to the return on General Foods alone? the risk of the portfolio compare to the risk of having held Gerieral Foods alone? h. Assume that the correlation between the two stocks had been -0.10. How much portfolio risk have changed relative to the result calculated in f? GF ST 0.222 0.079 -0.220 0.527 -0.628 0.684 1.146 0.564 0.885 0.433 0.516 0.056 0.153 1.207 0.736 0.141 0.203 -0036 0.204 0.073 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 0.023 0.291 0.448 0.482 0.196 0.103 0.075 0.780 0.254